Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum
I investigate how sentiment contributed to the build-up of volatility of the constituents of the FTSE100 in the aftermath of the ”yes” to the UK Brexit referendum of Thursday June 23, 2016. Sentiment is estimated as the sensitivity of stock volatility to market and exchange rate volatility, respecti...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | article |
| منشور في: |
2017
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| الوصول للمادة أونلاين: | http://hdl.handle.net/10725/5929 https://doi.org/10.1016/j.frl.2017.02.011 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.sciencedirect.com/science/article/pii/S1544612317300478 |
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